Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 208 556 CHF | 23 423 CHF | 99,37% | 99,37% |
19/11/2024 | 1,00% | 0,95 CHF | 0,96 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 224 646 CHF | 25 211 CHF | 99,37% | 99,37% |
18/11/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 242 987 CHF | 27 249 CHF | 99,22% | 99,22% |
15/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 246 570 CHF | 27 647 CHF | 99,38% | 99,38% |
14/11/2024 | 0,74% | 1,26 CHF | 1,27 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 301 710 CHF | 33 773 CHF | 99,37% | 99,37% |
13/11/2024 | 0,71% | 1,47 CHF | 1,48 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 316 855 CHF | 35 456 CHF | 98,32% | 98,32% |
12/11/2024 | 0,62% | 1,56 CHF | 1,57 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 360 015 CHF | 40 252 CHF | 99,37% | 99,37% |
11/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 361 706 CHF | 40 440 CHF | 99,37% | 99,37% |
08/11/2024 | 0,66% | 1,56 CHF | 1,57 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 340 902 CHF | 38 128 CHF | 99,37% | 99,37% |
07/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 340 934 CHF | 38 132 CHF | 99,29% | 99,29% |